I'm not sure what you mean by 2D skybox. But if you are talking about a 3D skybox you need to: a) build your skybox, b) place a sky_camera entity in there, c) place the tools/sky texture on the areas in your map where you want the skybox displayed. d) compile your map and it should be good to go.

If you just want to display a sky all you need to do is place the tools/sky texture in your map.

Under map properties you can type in a sky texture name if you don't you will get the default sky.